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Sezonski ARIMA (SARIMA)×Пророк×SARIMAX×
OblastEkonometrijaEkonometrijaEkonometrija
PorodicaRegression modelRegression modelRegression model
Godina nastanka201520182015
TvoracBox & Jenkins (seasonal extension of ARIMA)Taylor & Letham (Facebook/Meta)Box & Jenkins (ARIMA framework); SARIMAX extension with exogenous regressors
TipSeasonal time-series modelDecomposable (structural) time series modelSeasonal time-series regression model
Temeljni izvorBox, G.E.P., Jenkins, G.M., Reinsel, G.C. & Ljung, G.M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗Hyndman, R. J. & Athanasopoulos, G. (2021). Forecasting: Principles and Practice (3rd ed.). OTexts. link ↗
Drugi naziviseasonal ARIMA, Box-Jenkins seasonal model, SARIMA — Mevsimsel ARIMAProphet, Facebook Prophet, Meta Prophet, forecasting at scaleseasonal ARIMA with exogenous variables, SARIMA with regressors, ARIMAX, SARIMAX — Dışsal Değişkenli Mevsimsel ARIMA
Srodne554
SažetakSARIMA is a seasonal extension of the Box-Jenkins ARIMA model that adds seasonal differencing and seasonal autoregressive and moving-average terms. Developed within the Box, Jenkins, Reinsel and Ljung framework (5th edition, 2015), it forecasts series whose pattern repeats on a yearly, monthly, or weekly period.Prophet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale.SARIMAX extends the seasonal ARIMA (Box-Jenkins) model by adding exogenous explanatory variables, so it can capture the effect of holidays, economic indicators, or policy variables on a time series. It combines non-seasonal and seasonal autoregressive and moving-average dynamics with external regressors, and is estimated by maximum likelihood in state-space form.
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ScholarGateUporedite metode: SARIMA · Prophet · SARIMAX. Preuzeto 2026-06-18 sa https://scholargate.app/sr/compare